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Trade: EOS/USDT/15/LINREG/SSF/7193

Strategy
EOS/USDT/15/LINREG/SSF/7193
Pair
EOS_USDT
Interval
15m
Score
531898
Daily Profit
0.732167
Profit Factor
1.519427
Profitability
71.739130
Streak
143.694738
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-09 06:55
Expiration Time
2025-07-05 05:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 101705.3438 58606.0528 43099.291 118180.4849 89913.1946 28267.2902
Total P&L (%) 101.7053 58.6061 43.0993 118.1805 89.9132 28.2673
Avg Daily Profit (%) 0.7322 0.4219 0.3103 0.5632 0.4628 0.1794
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41600 -28374 -30062 -62885 -25152 -68868
Profit Factor 1.5194 1.6711 1.3973 1.4324 1.8784 1.1653
Total Trades 138 69 69 138 69 69
Winning Trades 99 48 51 99 48 51
Losing Trades 39 21 18 39 21 18
Profitability (%) 71.7391 69.5652 73.913 71.7391 69.5652 73.913
Ratio Avg Win / Avg Loss 0.5986 0.7311 0.4932 0.5643 0.8218 0.4113
Largest Winning Trade 14117 14117 10542 20843 20843 17762
Largest Losing Trade -27188 -17115 -27188 -62885 -14772 -62885
Avg Bars in Trades 94 92 96 94 92 96
Avg Bars in Winners 66 62 71 66 62 71
Avg Bars in Losers 164 161 168 164 161 168
Bars Traded 13042 6379 6663 13042 6379 6663
Profit Streak 143.6947 143.6947 144.8822 143.6947 143.6947 144.8822
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 531898 -90428 -93381 460758 -88918 -135160
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736342100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759982125411,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 0,
            "poles": 2
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            101705.3437914132,
            58606.0527931073,
            43099.2909983058,
            118180.4848519016,
            89913.1946377455,
            28267.2902141562
        ],
        [
            101.705344,
            58.606053,
            43.099291,
            118.180485,
            89.913195,
            28.26729
        ],
        [
            0.732167,
            0.421899,
            0.310268,
            0.563204,
            0.462803,
            0.179375
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41600,
            -28374,
            -30062,
            -62885,
            -25152,
            -68868
        ],
        [
            1.519427,
            1.671068,
            1.397336,
            1.432373,
            1.878441,
            1.165331
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            99,
            48,
            51,
            99,
            48,
            51
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            71.73913,
            69.565217,
            73.913043,
            71.73913,
            69.565217,
            73.913043
        ],
        [
            0.598562,
            0.731092,
            0.493178,
            0.564268,
            0.821818,
            0.411293
        ],
        [
            14117,
            14117,
            10542,
            20843,
            20843,
            17762
        ],
        [
            -27188,
            -17115,
            -27188,
            -62885,
            -14772,
            -62885
        ],
        [
            94,
            92,
            96,
            94,
            92,
            96
        ],
        [
            66,
            62,
            71,
            66,
            62,
            71
        ],
        [
            164,
            161,
            168,
            164,
            161,
            168
        ],
        [
            13042,
            6379,
            6663,
            13042,
            6379,
            6663
        ],
        [
            143.694738,
            143.694738,
            144.882238,
            143.694739,
            143.694739,
            144.882239
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            531898,
            -90428,
            -93381,
            460758,
            -88918,
            -135160
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736342100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759982125411,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 0,
            "poles": 2
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)